It's weird that this code can only performance well on predicting 'NDX'

[fanfoxle]

I found that this da-rnn can only predict 'NDX'.
If I try to use it to predict other colums such as 'YHOO' or 'XLNX', the results are bad.
And here is the most weird thing. I modified it to do the single varible prediction (e.g. using 'NDX' as both the input and target). And it still only works well on 'NDX'. The results on other stocks are bad (the Loss doesn't decrease).
Can this be explained?

the performance on 'NDX'

the performance on 'AAL'

[fanfoxle]

After I use MinMaxScaler() to preprocess the data (rather than StandardScaler()), the result is much better.